论文信息 - Constrained least-squares estimation of a random amplitude sinusoid

Constrained least-squares estimation of a random amplitude sinusoid

A new method for estimating the frequency of a random amplitude sinusoid is proposed. It is based upon solving overdetermined Yule-Walker equations using constrained least-squares techniques. A Gauss-Newton algorithm is derived for proceeding to the constrained minimization. Simulation results prove the superiority of the new method over the unconstrained method, specially for a small number of equations.

Olivier Besson

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